Revisiting Ho-Kalman based system identification: robustness and finite-sample analysis
作者： Samet Oymak , Necmiye Ozay
关键词: Robustness (computer science) 、 System identification 、 Kalman filter 、 Algorithm 、 Sample (statistics) 、 Computer science
摘要: Weconsider the problem of learning a realization for a linear time-invariant (LTI) dynamical system from input/output data. Given a single input/output trajectory, we provide finite time …
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